To report in game diplomatic messages you click on the text of the message and a report button will be displayed for you to select.

And if they are a rule break it will be handled by a Game Operator within 72 hours, although it is common to have your report handled the same day currently.
Articles in the newspaper have a similar report button.
It is only necessary to report one message, so please choose the worst message and mention in your report that there are others. It is not necessary to report every single message as this simply wastes the time of support staff.